An efficient logarithmic barrier method without line search for convex quadratic programming
Soraya Chaghoub1, Djamel Benterki2
1School of Mathematical Science Institute of Mathematics, Nanjing Normal University, Nanjing, China
2Laboratory of Fundamental and Numerical Mathematics, Setif, Algeria
Keywords: quadratic programming, linear programming, interior point methods, line search, approximate function
Abstract
In this work, we deal with a convex quadratic problem with inequality constraints. We use a logarithmic barrier method based on some new approximate functions. These functions have the advantage that they allow computing the displacement step easily and without consuming much time contrary to a line search method, which is time-consuming and expensive to identify the displacement step. We have developed an implementation with MATLAB and conducted numerical tests on some examples of considerable size. The obtained numerical results show the accuracy and efficiency of our approach.
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